Anic Equity¶

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Total return since start: 0.661 %¶

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Equity now: -----------------------------> 50723.15 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 25849.95 Kr¶

PnL: ---------------------------------------> -423.56 Kr¶

DD now: ---------------------------------> -4.513 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:30:36.009248'

Anic Portfolio¶

Today¶

Return: -0.056 %¶

This Week¶

Return: -0.056 %¶

Total portfolio value¶

Return including deposits: 66.055 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 1 0.930000 218.000000 19.000000 9.550000 199.000000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
INVISIO 15 -1.240000 3570.000000 7.500000 0.210000 3562.500000
BHG Group 109 -5.380000 1419.180000 0.000000 0.000000 1419.180000
Creaspac SPAC 40 -0.100000 3824.000000 0.000000 0.000000 3824.000000
Hexatronic Group 15 1.600000 1067.700000 0.000000 0.000000 1067.700000
Orrön Energy 170 -3.150000 2040.850000 0.000000 0.000000 2040.850000
VEF 788 -0.330000 1897.500000 0.000000 0.000000 1897.504000
Hexagon B 26 -1.320000 3407.300000 -3.900000 -0.110000 3411.200000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Volati 5 -0.880000 565.000000 -9.000000 -1.570000 574.000000
Vitrolife 3 -2.280000 667.200000 -9.800000 -1.450000 677.000001
Investor B 3 -1.280000 646.350000 -11.650000 -1.770000 657.999999
Xvivo Perfusion 3 -3.330000 828.000000 -17.000000 -2.010000 845.000001
Balco Group 39 -0.740000 1831.050000 -43.950000 -2.340000 1874.999997
Sedana Medical 93 -3.170000 2617.020000 -366.560000 -12.290000 2983.577733
TOTAL 25849.950000 -423.560000 -4.51277% 26273.511730

Updated:¶

'2023-06-19 10:30:54.041359'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶